+878.4%
SEI vs GTLB
-50.8%
+929.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.5% | +6.0% |
| 7D | +28.2% | -6.6% | +34.8% | +28.9% |
| 30D | +15.5% | +13.7% | +1.7% | +13.9% |
| 3M | -1.4% | +52.9% | -54.3% | -5.7% |
| 6M | +37.4% | +88.5% | -51.1% | +27.5% |
| YTD | +47.8% | +23.4% | +24.4% | +43.3% |
| 1Y | +174.3% | -3.8% | +178.1% | +172.8% |
| 3Y | +598.5% | -11.5% | +610.0% | +586.9% |
| All | +878.4% | -50.8% | +929.2% | +828.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling